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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Derivatives Market

Derivatives Market

About us
Opening auction
Connection
    Technological services
    Risk balancing (netting)
    Settlement on T+2 market
    Clearing&Settlement
      RFS on the Derivatives Market
        Risk-management system
        Fees
        Members
          Instruments
            Contacts for block trading
            Market Making
            Documents
            Initial Margin
            Interactive Trading Calendar
            1. Home
            2. Derivatives Market
            3. Technological services
            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            Si-12.15-3.16
             
            Short code
            SiZ5SiH6
            • Trading results
            Description
            Futures on USD/RUB Exchange Rate
             
            Type
            Calendar spread
             
            First trading day
            24/11/2014
             
            Last trading day
            15/12/2015
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=Si-12.15
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=Si-3.16